Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47443.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46083.38 Kr¶

PnL: ---------------------------------------> -805.19 Kr¶

DD now: ---------------------------------> -2.44 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 13:55:42.179678'

Anic Portfolio¶

Today¶

Return: -0.897 %¶

This Week¶

Return: -1.485 %¶

Total¶

Return: 55.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -4.170000 3104.400000 133.400000 4.490000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 1.410000 431.400000 76.400000 21.520000 355.000000
Corem Property Group B 59 -0.720000 653.130000 76.130000 13.190000 576.999999
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.780000 560.000000 17.000000 3.130000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.350000 261.600000 15.600000 6.340000 246.000000
OEM International B 7 -1.280000 541.800000 13.800000 2.610000 527.999997
Coor Service Management Hold. 8 -0.150000 543.600000 11.600000 2.180000 532.000000
Resurs Holding 22 0.260000 585.200000 11.200000 1.950000 573.999998
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
Intrum 4 -0.860000 531.400000 4.400000 0.830000 527.000000
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
MedCap 2 -1.630000 423.000000 2.000000 0.480000 421.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
Essity B 2 -1.070000 573.800000 -0.200000 -0.030000 574.000000
AcadeMedia 12 0.260000 556.320000 -0.680000 -0.120000 557.000004
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Swedbank A 3 -1.760000 560.100000 -3.900000 -0.690000 564.000000
Securitas B 6 -0.890000 561.960000 -8.040000 -1.410000 570.000000
Fastighetsbolag. Emilshus Pref 21 -5.230000 551.250000 -10.750000 -1.910000 562.000005
Nordea Bank Abp 29 -1.410000 3441.720000 -12.280000 -0.360000 3453.999992
CTEK 13 -0.680000 509.600000 -24.400000 -4.570000 533.999999
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Boozt 12 -1.250000 1610.400000 -43.600000 -2.640000 1653.999996
Vivesto 1368 1.040000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 1.170000 518.500000 -76.070000 -12.790000 594.565215
SAAB B 8 -1.070000 3264.800000 -112.200000 -3.320000 3377.000000
Sampo Oyj SDB 7 -1.200000 3731.000000 -119.000000 -3.090000 3850.000000
OX2 18 -0.700000 1533.600000 -130.400000 -7.840000 1663.999992
Axfood 13 -0.250000 3569.800000 -186.200000 -4.960000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 2.230000 3094.000000 -268.000000 -7.970000 3361.999992
TOTAL 46083.380000 -805.190000 -2.44019% 46888.564618

Updated:¶

'2023-01-13 13:55:54.929622'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶